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Malliavin calculus for Lévy processes and infinite-dimensional Brownian motion : an introduction /

"Assuming only basic knowledge of probability theory and functional analysis, this book provides a self-contained introduction to Malliavin calculus and infinite-dimensional Brownian motion. In an effort to demystify a subject thought to be difficult, it exploits the framework of nonstandard an...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Osswald, Horst
Format: Electronic eBook
Language:Inglés
Published: Cambridge : Cambridge University Press, ©2012.
Series:Cambridge tracts in mathematics ; 191.
Subjects:
Online Access:Texto completo